These tips are based on using the Ubuntu version of WSL which is currently at version 18.04 LTS. Before installing Ubuntu from the Microsoft Store, open Powershell as administrator and run this command

Enable-WindowsOptionalFeature -Online -FeatureName Microsoft-Windows-Subsystem-Linux

Windows drives (usually called C and D) are available in /mnt and you can work in these drives from the Linux command line. An important point to remember: never edit a file under Linux using a Windows program. The best approach is to save all your work files in C or D drive and never under Linux. For example, you can create directories in D drive and make symlinks from your home directory under Linux

cd $HOME
mkdir /mnt/d/Work
ln -s /mnt/d/Work Work
mkdir /mnt/d/Tex
ln -s /mnt/d/Tex Tex

In addition, you can create symlinks to some useful Windows folders (replace USERNAME with your Windows user name)

cd $HOME
ln -s /mnt/c/Users/USERNAME/Desktop   Desktop
ln -s /mnt/c/Users/USERNAME/Documents Documents
ln -s /mnt/c/Users/USERNAME/Downloads Downloads

In Ubuntu, we install some important programs using apt

sudo apt install gcc gfortran
sudo apt install python                (required by spack)
sudo apt install python3-numpy
sudo apt install python3-scipy
sudo apt install python3-sympy
sudo apt install python3-matplotlib
sudo apt install jupyter
sudo apt install gnuplot               (install xming)
sudo apt install gv
sudo apt install xpdf

and the rest we install using Spack. Other applications can be installed on Windows side, e.g., FileZilla, FireFox, gVim, VisIt, VLC, gmsh, SourceTree, MikTex and VS Code. We can run these Windows programs from the Linux command line by defining some aliases, see sample bashrc file here which you can add at the end of your $HOME/.bashrc file.